In this commit we do four things:
1- we add a system of traits to specify the characteristics of an asset
2- we modify the Pricing class to allow specifying a pricing model for individual asset types
3- we introduce a NullModel to be used when no pricing model is specified
4- we update Black-Scholes, which now is only missing a way to determine the current time
To test the correctness of the implementation we updated the sample program, which is now running correctly.
Note to self: this commit should have been split in multiple ones.
In this commit we do four things: 1- we add a system of traits to specify the characteristics of an asset 2- we modify the Pricing class to allow specifying a pricing model for individual asset types 3- we introduce a NullModel to be used when no pricing model is specified 4- we update Black-Scholes, which now is only missing a way to determine the current time
To test the correctness of the implementation we updated the sample program, which is now running correctly.
Note to self: this commit should have been split in multiple ones.